Results 181 to 190 of about 45,179 (311)

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Understanding and Reducing Appearance Anxiety for Social Media Users: A Study Using Ecological Momentary Assessment and Ecological Momentary Intervention. [PDF]

Depress Anxiety
Chen R, Bai JT, Liu Y.
europepmc   +1 more source

DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning

Journal of Forecasting, EarlyView.
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley   +1 more source

Detecting Phase Transitions from Data Using Generative Learning. [PDF]

Entropy (Basel)
Zhou X, Mi Y, Zhang P.
europepmc   +1 more source

The generalized variance of a stationary autoregressive process

For a stationary autoregressive process of order p and disturbance variance [sigma]2 it is shown that the determinant of the covariance of T (>=p) consecutive random variables of the process is ([sigma]2)T [Pi]i,j=1p (1 - wiwj)-1, where w1, ..., wp are ...
Mentz, Raúl P., Anderson, T. W.
core  

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

Daily Mindfulness and Depressive Symptoms Among Parents of Autistic Children: A Dynamic Structural Equation Modelling Study. [PDF]

Autism
Wang L, Hua M, Hu X, Wang Y, Xie Q, Yang G, Chen Y.   +6 more
europepmc   +1 more source

Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now

Journal of Forecasting, EarlyView.
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley   +1 more source

Local causal dynamic integrated global mode guidance transformer network for pedestrian trajectory prediction. [PDF]

PLoS One
Gong S, Bao Y, Hou Y, Lu W, Shi Q.
europepmc   +1 more source

Nowcasting World Trade With Machine Learning: A Three‐Step Approach

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast world trade using machine learning, distinguishing between tree‐based methods (random forest and gradient boosting) and their linear‐regression‐based counterparts (macroeconomic random forest and gradient boosting—linear). While much less used in the literature, the latter are found to outperform not only the tree‐based techniques ...
Menzie Chinn, Baptiste Meunier, Sebastian Stumpner   +2 more
wiley   +1 more source